MFEGX vs. MIEIX
Compare and contrast key facts about MFS Growth Fund Class A (MFEGX) and MFS International Equity Fund Class R6 (MIEIX).
MFEGX is a passively managed fund by MFS that tracks the performance of the Russell 1000® Growth Index. It was launched on Dec 29, 1986. MIEIX is managed by MFS. It was launched on Jan 31, 1996.
Performance
MFEGX vs. MIEIX - Performance Comparison
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MFEGX vs. MIEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFEGX MFS Growth Fund Class A | -13.67% | 12.06% | 51.46% | 35.81% | -31.31% | 23.28% | 36.29% | 37.35% | 2.04% | 30.52% |
MIEIX MFS International Equity Fund Class R6 | -6.55% | 23.22% | 4.13% | 19.06% | -14.82% | 15.13% | 11.11% | 28.42% | -10.66% | 28.01% |
Returns By Period
In the year-to-date period, MFEGX achieves a -13.67% return, which is significantly lower than MIEIX's -6.55% return. Over the past 10 years, MFEGX has outperformed MIEIX with an annualized return of 15.75%, while MIEIX has yielded a comparatively lower 9.04% annualized return.
MFEGX
- 1D
- -0.58%
- 1M
- -9.08%
- YTD
- -13.67%
- 6M
- -14.32%
- 1Y
- 6.27%
- 3Y*
- 21.61%
- 5Y*
- 10.93%
- 10Y*
- 15.75%
MIEIX
- 1D
- 0.48%
- 1M
- -8.80%
- YTD
- -6.55%
- 6M
- -3.80%
- 1Y
- 7.69%
- 3Y*
- 9.09%
- 5Y*
- 6.72%
- 10Y*
- 9.04%
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MFEGX vs. MIEIX - Expense Ratio Comparison
MFEGX has a 0.83% expense ratio, which is higher than MIEIX's 0.68% expense ratio.
Return for Risk
MFEGX vs. MIEIX — Risk / Return Rank
MFEGX
MIEIX
MFEGX vs. MIEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Growth Fund Class A (MFEGX) and MFS International Equity Fund Class R6 (MIEIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| MFEGX | MIEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 0.45 | -0.16 |
Sortino ratioReturn per unit of downside risk | 0.57 | 0.68 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.10 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.20 | 0.52 | -0.32 |
Martin ratioReturn relative to average drawdown | 0.68 | 1.93 | -1.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MFEGX | MIEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 0.45 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.44 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.57 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.45 | +0.02 |
Correlation
The correlation between MFEGX and MIEIX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MFEGX vs. MIEIX - Dividend Comparison
MFEGX's dividend yield for the trailing twelve months is around 19.55%, more than MIEIX's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFEGX MFS Growth Fund Class A | 19.55% | 16.88% | 28.04% | 5.30% | 1.14% | 2.98% | 7.45% | 1.68% | 3.96% | 2.65% | 1.68% | 3.84% |
MIEIX MFS International Equity Fund Class R6 | 2.87% | 2.68% | 1.47% | 1.67% | 1.26% | 5.40% | 1.00% | 3.12% | 1.63% | 1.85% | 1.78% | 1.71% |
Drawdowns
MFEGX vs. MIEIX - Drawdown Comparison
The maximum MFEGX drawdown since its inception was -72.42%, which is greater than MIEIX's maximum drawdown of -53.13%. Use the drawdown chart below to compare losses from any high point for MFEGX and MIEIX.
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Drawdown Indicators
| MFEGX | MIEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.42% | -53.13% | -19.29% |
Max Drawdown (1Y)Largest decline over 1 year | -17.39% | -11.26% | -6.13% |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | -28.07% | -8.20% |
Max Drawdown (10Y)Largest decline over 10 years | -36.27% | -31.35% | -4.92% |
Current DrawdownCurrent decline from peak | -17.39% | -10.84% | -6.55% |
Average DrawdownAverage peak-to-trough decline | -22.32% | -9.01% | -13.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.09% | 3.04% | +2.05% |
Volatility
MFEGX vs. MIEIX - Volatility Comparison
The current volatility for MFS Growth Fund Class A (MFEGX) is 5.57%, while MFS International Equity Fund Class R6 (MIEIX) has a volatility of 6.03%. This indicates that MFEGX experiences smaller price fluctuations and is considered to be less risky than MIEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFEGX | MIEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 6.03% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 9.42% | +2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.57% | 14.88% | +6.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.08% | 15.24% | +6.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 15.90% | +5.37% |